+5,879.8%
RMD vs A
+457.0%
+5,422.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -5.0% | -1.9% | -3.0% | -4.5% |
| 30D | +2.2% | +6.9% | -4.7% | +0.5% |
| 3M | +17.8% | +9.2% | +8.6% | +15.1% |
| 6M | -11.3% | +25.7% | -37.0% | -16.8% |
| YTD | -4.4% | +11.5% | -16.0% | -7.8% |
| 1Y | -15.7% | +18.4% | -34.1% | -20.0% |
| 3Y | +47.7% | +26.6% | +21.1% | +36.1% |
| 5Y | -19.2% | -12.8% | -6.4% | -19.1% |
| 10Y | +280.4% | +247.2% | +33.2% | +180.1% |
| All | +5,879.8% | +457.0% | +5,422.7% | +4,239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling